FNC 651 - Empirical Finance, 3 credit hours

This course provides an introduction to empirical analysis and research in finance. This involves the management of empirical datasets and the aspects of quantitative applications of finance theory. We will cover a wide variety of techniques used in the finance field, such as event study, trading strategies, risk and return, time series analysis, Fama-McBeth methodology. The goal is to enable students to understand financial data and the quantitative methods used in the analysis. All applications are conducted using real financial data and will be analyzed using SAS. Students at the end of the course will have a working knowledge of financial data, gain expertise in SAS software to conduct the analysis, and be able to conduct research.